3期

最新文章

• Discussion of 'Multi-scale Fisher's independence test for multivariate dependence' AI翻译
  作者：Lee, D.; El-Zaatari, H.; Kosorok, M. R.; Li, X.; Zhang, K.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Clemson University; University of North Carolina; University of North Carolina Chapel Hill
• On the relative efficiency of the intent-to-treat Wilcoxon-Mann-Whitney test in the presence of noncompliance AI翻译
  作者：Mao, Lu
  作者单位：University of Wisconsin System; University of Wisconsin Madison
  摘要：A general framework is set up to study the asymptotic properties of the intent-to-treat Wilcoxon-Mann-Whitney test in randomized experiments with nonignorable noncompliance. Under location-shift alternatives, the Pitman efficiencies of the intent-to-treat Wilcoxon-Mann-Whitney and t tests are derived. It is shown that the former is superior if the compliers are more likely to be found in high-density regions of the outcome distribution or, equivalently, if the noncompliers tend to reside in th...
• Heterogeneous coefficients, control variables and identification of multiple treatment effects AI翻译
  作者：Newey, W. K.; Stouli, S.
  作者单位：Massachusetts Institute of Technology (MIT); University of Bristol
  摘要：Multi-dimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use control variables to give necessary and sufficient conditions for identification of average treatment effects. With mutually exclusive treatments we find that, provided the heterogeneous coefficients ar...
• A high-dimensional power analysis of the conditional randomization test and knockoffs AI翻译
  作者：Wang, Wenshuo; Janson, Lucas
  作者单位：Harvard University
  摘要：In many scientific applications, researchers aim to relate a response variable Y to a set of potential explanatory variables X = (X-1, ..., X-p) and start by trying to identify variables that contribute to this relationship. In statistical terms, this goal can be understood as trying to identify those X-j on which Y is conditionally dependent. Sometimes it is of value to simultaneously test for each j, which is more commonly known as variable selection. The conditional randomization test, CRT,...
• Asymptotic distribution-free changepoint detection for data with repeated observations AI翻译
  作者：Song, Hoseung; Chen, Hao
  作者单位：University of California System; University of California Davis
  摘要：A nonparametric framework for changepoint detection, based on scan statistics utilizing graphs that represent similarities among observations, is gaining attention owing to its flexibility and good performance for high-dimensional and non-Euclidean data sequences. However, this graph-based framework faces challenges when there are repeated observations in the sequence, which is often the case for discrete data such as network data. In this article we extend the graph-based framework to solve t...
• Generalized infinite factorization models AI翻译
  作者：Schiavon, L.; Canale, A.; Dunson, D. B.
  作者单位：University of Padua; Duke University
  摘要：Factorization models express a statistical object of interest in terms of a collection of simpler objects. For example, a matrix or tensor can be expressed as a sum of rank-one components. In practice, however, it can be challenging to infer the number of components and the relative impact of the different components. A popular idea is to include infinitely many components whose impact decreases with the component index. This article is motivated by two limitations of such existing methods: (i...
• Wavelet spectra for multivariate point processes AI翻译
  作者：Cohen, E. A. K.; Gibberd, A. J.
  作者单位：Imperial College London; Lancaster University
  摘要：Wavelets provide the flexibility for analysing stochastic processes at different scales. In this article we apply them to multivariate point processes as a means of detecting and analysing unknown nonstationarity, both within and across component processes. To provide statistical tractability, a temporally smoothed wavelet periodogram is developed and shown to be equivalent to a multi-wavelet periodogram. Under a stationarity assumption, the distribution of the temporally smoothed wavelet peri...
• Rejoinder: 'Multi-scale Fisher's independence test for multivariate dependence' AI翻译
  作者：Gorsky, S.; Ma, L.
  作者单位：University of Massachusetts System; University of Massachusetts Amherst; Duke University
• Multi-scale Fisher's independence test for multivariate dependence AI翻译
  作者：Gorsky, S.; Ma, L.
  作者单位：University of Massachusetts System; University of Massachusetts Amherst; Duke University
  摘要：Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample size, making it difficult to apply them in the presence of massive sample sizes. Moreover, resampling is usually necessary to evaluate the statistical significance of the resulting test statistics at finite sample sizes, further worsening the computational ...
• Joint latent space models for network data with high-dimensional node variables AI翻译
  作者：Zhang, Xuefei; Xu, Gongjun; Zhu, Ji
  作者单位：University of Michigan System; University of Michigan
  摘要：Network latent space models assume that each node is associated with an unobserved latent position in a Euclidean space, and such latent variables determine the probability of two nodes connecting with each other. In many applications, nodes in the network are often observed along with high-dimensional node variables, and these node variables provide important information for understanding the network structure. However, classical network latent space models have several limitations in incorpo...